Editore: Springer-Verlag New York Inc., 1998
ISBN 10: 038798335X ISBN 13: 9780387983356
Lingua: Inglese
Da: Ammareal, Morangis, Francia
Softcover. Condizione: Bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Edition 1998. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Slight signs of wear on the cover. Edition 1998. Ammareal gives back up to 15% of this item's net price to charity organizations.
Editore: Springer-Verlag New York Inc., 1995
ISBN 10: 0387945776 ISBN 13: 9780387945774
Lingua: Inglese
Da: Ammareal, Morangis, Francia
Softcover. Condizione: Bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Edition 1995. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Slight signs of wear on the cover. Edition 1995. Ammareal gives back up to 15% of this item's net price to charity organizations.
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
EUR 1,72
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Da: Buchpark, Trebbin, Germania
Condizione: Gut. Zustand: Gut | Sprache: Englisch | Produktart: Bücher.
Editore: Society for Industrial and Applied Mathematics, 1992
ISBN 10: 0898712955 ISBN 13: 9780898712957
Lingua: Inglese
Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno Unito
EUR 15,73
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloCondizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
EUR 12,00
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrello73 figs., 29 tabs., IX, 514 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
EUR 14,00
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrello84 Abb., XXII, 548 S. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
Editore: Springer Berlin Heidelberg, 2013
ISBN 10: 3642410944 ISBN 13: 9783642410949
Lingua: Inglese
Da: Buchpark, Trebbin, Germania
Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
EUR 16,00
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloxi, 479 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
Editore: Society for Industrial and Applied Mathematics, 1992
ISBN 10: 0898712955 ISBN 13: 9780898712957
Lingua: Inglese
Da: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
EUR 6,84
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloCondizione: Fine. *FREE DOMESTIC SHIPPING until Monday, Sept. 22* 247 pp., Paperback, fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Editore: Cham, Switzerland, Springer., 2020
ISBN 10: 3030434648 ISBN 13: 9783030434649
Lingua: Inglese
Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
EUR 17,00
Convertire valutaQuantità: 5 disponibili
Aggiungi al carrelloXI, 539 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Proceedings in Mathematics & Statistics. Volume 324. Sprache: Englisch.
Editore: Springer, 2005
Lingua: Inglese
Da: Antiquariat Thomas Haker GmbH & Co. KG, Berlin, Germania
Membro dell'associazione: GIAQ
EUR 9,70
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloSoftcover/Paperback. Condizione: Sehr gut. 524 p. Very good. Shrink wrapped. / Sehr guter Zustand. In Folie verschweißt. Sprache: Englisch Gewicht in Gramm: 798.
Editore: Berlin/Heidelberg, Springer., 2013
ISBN 10: 3642410944 ISBN 13: 9783642410949
Lingua: Inglese
Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
EUR 20,00
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloXII, 686 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Proceedings in Mathematics & Statistics. Volume 65. Sprache: Englisch.
Editore: Berlin/Heidelberg, Springer., 2012
ISBN 10: 3642274390 ISBN 13: 9783642274398
Lingua: Inglese
Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
EUR 20,00
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrello25 cm. XII, 732 S. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Springer proceedings in mathematics and statistics ; Vol. 23. Sprache: Englisch.
Editore: Springer Berlin Heidelberg, 2007
ISBN 10: 3540744959 ISBN 13: 9783540744955
Lingua: Inglese
Da: Buchpark, Trebbin, Germania
Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
EUR 27,94
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrelloCondizione: New. pp. 488 110 Figures, 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
EUR 30,74
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrelloCondizione: New. pp. 488.
EUR 29,89
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrelloCondizione: New. pp. 488.
Editore: Society for Industrial and Appli, 1992
ISBN 10: 0898712955 ISBN 13: 9780898712957
Lingua: Inglese
Da: Book Alley, Pasadena, CA, U.S.A.
EUR 7,02
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrellopaperback. Condizione: Very Good. Gently used, no markings.
Editore: Society for Industrial and Applied Mathematics, 1992
ISBN 10: 0898712955 ISBN 13: 9780898712957
Lingua: Inglese
Da: My Dead Aunt's Books, Hyattsville, MD, U.S.A.
EUR 28,26
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrellopaperback. Condizione: As New. Paperback in pristine condition.
Editore: Springer. Berlin/Heidelberg., 2000
ISBN 10: 354066176X ISBN 13: 9783540661764
Lingua: Tedesco
EUR 28,00
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloCondizione: Gut. XVI, 470 S. graph. Darst. Blotchy. This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998.; - With Figures. - Inside in very good condition. English Language. deu 1. Stock 136|10928BB Sprache: Deutsch Gewicht in Gramm: 444 23,5 x 15,5 cm. Original Paperback.
Da: Anybook.com, Lincoln, Regno Unito
EUR 44,81
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloCondizione: Good. Volume 241. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9783319914350.
Editore: VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10: 3639493850 ISBN 13: 9783639493856
Lingua: Inglese
Da: Books Puddle, New York, NY, U.S.A.
EUR 48,90
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrelloCondizione: New. pp. 64.
Da: Books From California, Simi Valley, CA, U.S.A.
EUR 46,10
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrellohardcover. Condizione: Very Good. The copy shows minor external wear, but is in otherwise good condition.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 47,95
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Doctoral Thesis / Dissertation from the year 2002 in the subject Mathematics - Stochastics, grade: 1, Technical University of Graz, language: English, abstract: Aus Sicht der Mathematik spielen Optionen eine wesentliche Rolle seit der bahnbrechenden Arbeit von Black und Scholes im Jahre 1973. Deren Modell basiert jedoch auf der unrealistischen Annahme, das log-returns von Aktienkursen normalverteilt sind. Eberlein und Keller haben 1995 gezeigt, daß solche log-returns hyperbolisch verteilt sind. Die vorliegende Arbeit baut auf dieser Annahme auf und erweitert das Optionsspektrum von Europäischen Optionen auf Asiatische, Amerikanische sowie Multi-Asset-Optionen. Weiters wird das 'Standard'-Martingal-Maß, die sogenannte Esscher-Transformation, durch das Entropie-minimierende Maß erweitert. Da jedoch keine exakte Preissetzung solcher Optionen möglich ist, wird auf numerische Simulationen und Approximationen zurückgegriffen. Die verwendeten numerischen Verfahren sind die Monte Carlo-Methode mit verschiedenen Varianzreduktionstechniken und die Quasi-Monte Carlo Methode.
Editore: GRIN Verlag, GRIN Verlag Apr 2009, 2009
ISBN 10: 3640305477 ISBN 13: 9783640305476
Lingua: Inglese
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 47,95
Convertire valutaQuantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware -Doctoral Thesis / Dissertation from the year 2002 in the subject Mathematics - Stochastics, grade: 1, Technical University of Graz, language: English, abstract: Aus Sicht der Mathematik spielen Optionen eine wesentliche Rolle seit der bahnbrechenden Arbeit von Black und Scholes im Jahre 1973. Deren Modell basiert jedoch auf der unrealistischen Annahme, das log-returns von Aktienkursen normalverteilt sind. Eberlein und Keller haben 1995 gezeigt, daß solche log-returns hyperbolisch verteilt sind. Die vorliegende Arbeit baut auf dieser Annahme auf und erweitert das Optionsspektrum von Europäischen Optionen auf Asiatische, Amerikanische sowie Multi-Asset-Optionen. Weiters wird das 'Standard'-Martingal-Maß, die sogenannte Esscher-Transformation, durch das Entropie-minimierende Maß erweitert. Da jedoch keine exakte Preissetzung solcher Optionen möglich ist, wird auf numerische Simulationen und Approximationen zurückgegriffen. Die verwendeten numerischen Verfahren sind die Monte Carlo-Methode mit verschiedenen Varianzreduktionstechniken und die Quasi-Monte Carlo Methode.Books on Demand GmbH, Überseering 33, 22297 Hamburg 140 pp. Englisch.
EUR 48,00
Convertire valutaQuantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware -Portfolio optimization is a widely studied problem in finance dating back to the work of Merton from the 1960s. While many approaches rely on dynamic programming, some recent contributions usemartingale techniques to determine the optimal portfolio allocation. Using the latter approach, we follow a journal article from 2003 and show how optimal portfolio weights can be represented in terms of conditional expectations of the state variables and their Malliavin derivatives. In contrast to other approaches, where Monte Carlo methods are used to compute the weights, here the simulation is carried out using Quasi-Monte Carlo methods in order to improve the efficiency. Despite some previous work on Quasi-Monte Carlo simulation of stochastic differential equations, we find them to dominate plain Monte Carlo methods. However, the theoretical optimal order of convergence is not achieved. With the help of some recent results concerning Monte-Carlo error estimation and backed by some computer experiments on a simple model with explicit solution, we provide a first guess, what could be a way around this difficulties. The book is organized as follows. In the first chapter we provide some general introduction to Quasi-Monte Carlo methods and show at hand of a simple example how these methods can be used to accelerate the plain Monte Carlo sampling approach. In the second part we provide a thourough introduction to Malliavin Calculus and derive some important calculation rules that will be necessary in the third chapter. Right there we will focus on portfolio optimization and and follow a recent journal article of Detemple, Garcia and Rindisbacher from there rather general market model to the optimal portfolio formula. Finally, in the last part we will implement this optimal portfolio by means of a simple model with explicit solution where we find that also their the Quasi-Monte Carlo approach dominates the Monte Carlo method in terms of efficiency and accuracy.Diplomica Verlag, Hermannstal 119k, 22119 Hamburg 148 pp. Englisch.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 58,03
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: California Books, Miami, FL, U.S.A.
EUR 62,26
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 53,77
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.